The Silmarillion - J.R.R. Tolkien,  Christopher Tolkien The Two Towers  - J.R.R. Tolkien The Fellowship of the Ring  - J.R.R. Tolkien The Return of the King  - J.R.R. Tolkien

Written in a very different style from "The Lord of the Rings" and "The Hobbit", "The Silmarillion" is fairly hard to read.  However, it is most definitely worth the effort.  It provides the background for the other books and gives Middle-Earth a depth and richness that make it hard for me to believe that Tolkien was not writing from some ancient parchments that he found instead of creating his own world.  Through "The Silmarillion", I have learned a great deal about beauty, heroism, and the sorrow of the world.  If you have read and enjoyed Tolkien's other work, then I heartily recommend "The Silmarillion".